The Disk is write-protected. Remove the write-protection
how to remove write protection to flush drive
More aboutdisk write protected remove write protection
Is there a switch on the drive to turn off write protection? If not you can try to reformat the drive by going to the command prompt and typing for example format e: or what ever your drive letter is. Make sure your drive is plugged in first before you do this.
This is the switch Almartin is talking about. Make sure it's positioned toward the end of the card with the metal contacts: